+946.2%
EWY vs SHW
+6,285.0%
-5,338.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.1% | +6.1% | +6.2% |
| 7D | -2.8% | -2.1% | -0.7% | -1.7% |
| 30D | -13.1% | +11.1% | -24.2% | -17.4% |
| 3M | -11.6% | -2.2% | -9.5% | -11.4% |
| 6M | -23.4% | +14.3% | -37.7% | -28.8% |
| YTD | +52.0% | +10.6% | +41.5% | +43.6% |
| 1Y | +58.6% | +4.1% | +54.5% | +53.5% |
| 3Y | +163.3% | +42.9% | +120.5% | +118.7% |
| 5Y | +108.7% | +14.2% | +94.5% | +84.8% |
| 10Y | +237.8% | +346.7% | -108.9% | +55.8% |
| All | +946.2% | +6,285.0% | -5,338.8% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SHW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling